HedgeFund Intelligence Indices

Live

Global

Index Feb 2015 Mar 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 1.21% 0.65% * 79% 2.33%
Emerging Market Debt 0.91% 0.31% * 70% 1.34%
Emerging Market Equity 1.47% 1.04% * 95% 2.80%
Equity 2.42% 0.70% * 78% 2.72%
Event Driven 2.29% 0.55% * 75% 1.81%
Macro 0.73% 0.89% * 85% 3.50%
Managed Futures -0.50% 1.07% * 88% 4.69%
Single Manager African Index 2.68% 1.73% * 82% 5.77%

* Estimate

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Absolute Return

Index Feb 2015 Mar 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities -1.05% 0.03% * 72% 1.08%
Composite 1.34% 0.43% * 63% 1.81%
Convertible & Equity Arbitrage 1.27% 0.43% * 59% 1.71%
Credit 1.04% 0.30% * 45% 1.53%
Distressed 1.15% 0.02% * 42% 0.25%
Event Driven 2.30% 0.45% * 69% 1.38%
Fixed Income 0.67% 0.22% * 59% 0.98%
Global Equity 2.58% 0.68% * 62% 3.48%
Latin American Debt 0.30% 0.90% * 40% 0.58%
Latin American Equity 0.10% -1.70% * 35% -5.34%
Macro 0.61% 1.61% * 79% 4.85%
Managed Futures -0.74% 0.40% * 83% 3.91%
Mixed Arbitrage 1.36% 0.35% * 47% 1.98%
Mortgage Backed Securities 1.11% 0.48% * 47% 1.97%
Multi-Strategy 1.16% 0.55% * 55% 1.82%
Technology 3.50% 2.87% * 58% 7.28%
U.S. Equity 3.40% 0.31% * 70% 1.83%

* Estimate

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AsiaHedge

Index Feb 2015 Mar 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan 0.81% 0.47% 100% 1.72%
Asia inc Japan 0.83% 0.98% 100% 2.46%
Australian Long/Short Equity 1.09% 1.46% 100% 4.10%
Chinese Long/Short Equity 0.87% 5.03% 100% 5.72%
Composite 0.87% 0.83% 100% 2.00%
Indian Long/Short Equity 1.23% -1.88% 100% 3.36%
Japan Long/Short Equity 1.95% 0.77% 100% 1.70%
Japan Long/Short Equity 1.93% 0.29% 100% 0.91%

* Estimate

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EuroHedge

Index Feb 2015 Mar 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 1.10% 0.75% * 80% 2.85%
Convertible & Equity Arbitrage EUR 0.91% -0.19% * 60% 1.70%
Convertible & Equity Arbitrage USD 1.03% -0.02% * 57% 1.77%
Credit EUR 0.95% 0.26% * 81% 2.03%
Credit USD 0.64% 0.25% * 82% 1.30%
Currency 1.54% 1.20% * 83% 4.81%
Emerging Market Debt USD 1.18% 0.21% * 83% 1.40%
Emerging Market Equity USD 2.21% -0.26% * 79% 1.36%
Equity Market Neutral & Quantitative Strategies EUR 0.32% 1.24% * 86% 3.01%
Equity Market Neutral & Quantitative Strategies USD 0.32% 1.50% * 100% 2.21%
European Equity EUR 3.45% 1.46% * 90% 6.61%
European Equity GBP 1.83% 1.34% * 86% 4.14%
European Equity Nordic 1.55% 1.07% * 94% 4.36%
European Equity USD 2.07% 1.15% * 96% 4.74%
Event Driven EUR 1.48% 1.16% * 88% 2.75%
Event Driven USD 2.84% 0.19% * 88% 3.26%
Fixed Income EUR 0.61% 0.23% * 96% 1.80%
Fixed Income USD 0.51% 0.53% * 100% 2.03%
Global Equity EUR 2.20% 0.71% * 91% 4.14%
Global Equity USD 1.54% 0.92% * 87% 3.60%
Macro EUR 0.21% 1.45% * 78% 4.13%
Macro USD 0.85% 0.66% * 91% 3.92%
Managed Futures EUR -0.22% 2.34% * 100% 8.13%
Managed Futures USD 0.10% 2.03% * 100% 8.29%
Mixed Arbitrage & Multi-Strategy USD 0.79% 0.67% * 94% 2.07%

* Estimate

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InvestHedge

Index Feb 2015 Mar 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD 1.23% 0.68% * 54% 1.82%
Asian Pacific Fund of Funds 0.75% 1.07% * 38% 2.69%
Commodities -1.83% -0.41% * 55% -1.30%
Composite 1.56% 0.74% * 46% 2.54%
Distressed 1.49% 0.44% * 68% 1.16%
Emerging Managers 2.20% 0.54% * 77% 2.65%
Emerging Markets Hedge USD 1.75% 0.64% * 32% 3.29%
European Equity EUR 2.24% 1.27% * 62% 5.04%
European Multi Strategy EUR 2.33% 1.54% * 86% 5.45%
Fixed Income USD 1.01% 0.37% * 38% 1.31%
Global Equity USD 2.58% 0.38% * 46% 2.62%
Global Macro Currency USD 0.95% 0.98% * 67% 2.31%
Global Multi Strategy EUR 1.60% 0.68% * 42% 2.68%
Global Multi Strategy USD 1.68% 0.65% * 43% 2.36%
Leveraged Global Multi-Strategy USD 1.26% 2.33% * 46% 3.92%
Managed Futures 0.75% 2.40% * 90% 7.70%
Self-Invested Fund of Funds USD 0.60% 0.57% * 95% 1.57%
US Equity 3.71% 0.63% * 62% 2.94%

* Estimate

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Absolute UCITS

Index Feb 2015 Mar 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Credit 0.92% 0.08% * 93% 1.24%
Equity Market Neutral & Quantitative Strategies 0.35% 0.63% * 78% 1.18%
European Equity 1.22% 0.70% * 80% 3.87%
Event Driven 2.04% 0.37% * 83% 1.91%
Fund of Funds 1.34% 0.58% * 83% 2.72%
Global Equity 2.48% 0.20% * 82% 3.40%
Macro 0.56% 0.26% * 100% 2.08%
Managed Futures 0.73% 1.50% * 92% 7.10%
Mixed Arbitrage & Multi-Strategy 1.00% 0.80% * 69% 3.92%
Single Manager Composite 1.22% 0.50% * 84% 2.71%

* Estimate

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